OPTIONS SPREAD TRADING STRATEGIES: LONG POSITION ANALYSIS
Options trading can involve more that one option called options spread. In trading, long position traders expect a relatively high return with low risk exposure. Optimal strike price and strike date to buy an options spread can be determined using a multi- objective optimization method: Non-domin...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Subjects: | |
| Online Access: | https://digilib.itb.ac.id/gdl/view/34010 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |